Ari Abramson

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain
IEEE Transactions on Signal Processing
2018-06-12Paper
On the stationarity of Markov-switching GARCH processes
Econometric Theory
2012-05-14Paper


Research outcomes over time


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